Mathematics · Econometrics and Time Series
A stochastic process is said to be weakly stationary if its:
Verified Solution4 OptionsUpdated: October 2026👁️1 View
Share:
- 1Autocovariance depends on the specific point in time
- 2Mean and variance increase linearly with time
- 3Mean and variance are constant over time✓
- 4Mean and variance are not constant over time
Correct answer
Mean and variance are constant over time
Download Single Question PDF
Save this question and verified answer as a clean study sheet with live clickable link.
👥
Share with Friends & Study Groups
Challenge your peer aspirants on WhatsApp or Telegram to solve this question!
Online Test Series
Start Free Mock Test →Preparing for Mathematics?
Practice full-length mock tests with real exam timers, instant score analysis, and all-India ranking.
Chapter Practice
Practice Econometrics and Time Series MCQs →Want more practice questions on Econometrics and Time Series?
Solve complete topic-wise tests with detailed solutions on GkGet.
Related Practice Questions
Recommended practice questions in Mathematics · Econometrics and Time Series